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| { | ||
| "deno.enable": true, | ||
| "deno.lint": true, | ||
| "deno.unstable": true | ||
| } |
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| # deno-talib | ||
| deno-talib port technical analysis of [https://github.com/anandanand84/technicalindicators](https://github.com/anandanand84/technicalindicators) | ||
| # deno-talib (WIP) | ||
| deno-talib port technical analysis of [https://github.com/anandanand84/technicalindicators](https://github.com/anandanand84/technicalindicators) |
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| export default class StockData { | ||
| constructor(open, high, low, close, reversedInput) { | ||
| this.open = open; | ||
| this.high = high; | ||
| this.low = low; | ||
| this.close = close; | ||
| this.reversedInput = reversedInput; | ||
| } | ||
| } | ||
| export class CandleData {} | ||
| export class CandleList { | ||
| constructor() { | ||
| this.open = []; | ||
| this.high = []; | ||
| this.low = []; | ||
| this.close = []; | ||
| this.volume = []; | ||
| this.timestamp = []; | ||
| } | ||
| } |
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| // deno-lint-ignore-file | ||
| import { Indicator, IndicatorInput } from '../indicator/indicator.ts'; | ||
| export class AvgGainInput extends IndicatorInput { | ||
| } | ||
| export class AverageGain extends Indicator { | ||
| generator: Generator<any,never,any>; | ||
| static calculate: (input: { reversedInput: any; values?: any[]|undefined; open?: any[]|undefined; high?: any[]|undefined; low?: any[]|undefined; close?: any[]|undefined; volume?: any[]|undefined; timestamp?: any[]|undefined; }) => any; | ||
| constructor(input: { period?: any; values?: any; format?: (v: any) => any; } | any) { | ||
| super(input); | ||
| let values = input.values; | ||
| let period = input.period; | ||
| let format = this.format; | ||
| this.generator = (function* (period) { | ||
| // @ts-ignore | ||
| var currentValue = yield; | ||
| var counter = 1; | ||
| var gainSum = 0; | ||
| var avgGain; | ||
| var gain; | ||
| var lastValue = currentValue; | ||
| // @ts-ignore | ||
| currentValue = yield; | ||
| while (true) { | ||
| gain = currentValue - lastValue; | ||
| gain = gain > 0 ? gain : 0; | ||
| if (gain > 0) { | ||
| gainSum = gainSum + gain; | ||
| } | ||
| if (counter < period) { | ||
| counter++; | ||
| } | ||
| else if (avgGain === undefined) { | ||
| avgGain = gainSum / period; | ||
| } | ||
| else { | ||
| avgGain = ((avgGain * (period - 1)) + gain) / period; | ||
| } | ||
| lastValue = currentValue; | ||
| avgGain = (avgGain !== undefined) ? format(avgGain) : undefined; | ||
| // @ts-ignore | ||
| currentValue = yield avgGain; | ||
| } | ||
| })(period); | ||
| this.generator.next(); | ||
| this.result = []; | ||
| values.forEach((tick: any) => { | ||
| var result = this.generator.next(tick); | ||
| if (result.value !== undefined) { | ||
| this.result.push(result.value); | ||
| } | ||
| }); | ||
| } | ||
| nextValue(price: any) { | ||
| return this.generator.next(price).value; | ||
| } | ||
| ; | ||
| } | ||
| AverageGain.calculate = averagegain; | ||
| export function averagegain(input: { reversedInput: any; values?: any[]; open?: any[]; high?: any[]; low?: any[]; close?: any[]; volume?: any[]; timestamp?: any[]; } | any) { | ||
| Indicator.reverseInputs(input); | ||
| var result = new AverageGain(input).result; | ||
| if (input.reversedInput) { | ||
| result.reverse(); | ||
| } | ||
| Indicator.reverseInputs(input); | ||
| return result; | ||
| } | ||
| ; |
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| @@ -0,0 +1,68 @@ | ||
| // deno-lint-ignore-file | ||
| import { Indicator, IndicatorInput } from '../indicator/indicator.ts'; | ||
| export class AvgLossInput extends IndicatorInput { | ||
| } | ||
| export class AverageLoss extends Indicator { | ||
| generator: Generator<any,never,any>; | ||
| static calculate: (input: { reversedInput: any; values?: any[]|undefined; open?: any[]|undefined; high?: any[]|undefined; low?: any[]|undefined; close?: any[]|undefined; volume?: any[]|undefined; timestamp?: any[]|undefined; }) => any; | ||
| constructor(input: { period?: any; values?: any; format?: (v: any) => any; } | any) { | ||
| super(input); | ||
| let values = input.values; | ||
| let period = input.period; | ||
| let format = this.format; | ||
| this.generator = (function* (period) { | ||
| // @ts-ignore | ||
| var currentValue = yield; | ||
| var counter = 1; | ||
| var lossSum = 0; | ||
| var avgLoss; | ||
| var loss; | ||
| var lastValue = currentValue; | ||
| // @ts-ignore | ||
| currentValue = yield; | ||
| while (true) { | ||
| loss = lastValue - currentValue; | ||
| loss = loss > 0 ? loss : 0; | ||
| if (loss > 0) { | ||
| lossSum = lossSum + loss; | ||
| } | ||
| if (counter < period) { | ||
| counter++; | ||
| } | ||
| else if (avgLoss === undefined) { | ||
| avgLoss = lossSum / period; | ||
| } | ||
| else { | ||
| avgLoss = ((avgLoss * (period - 1)) + loss) / period; | ||
| } | ||
| lastValue = currentValue; | ||
| avgLoss = (avgLoss !== undefined) ? format(avgLoss) : undefined; | ||
| // @ts-ignore | ||
| currentValue = yield avgLoss; | ||
| } | ||
| })(period); | ||
| this.generator.next(); | ||
| this.result = []; | ||
| values.forEach((tick: any) => { | ||
| var result = this.generator.next(tick); | ||
| if (result.value !== undefined) { | ||
| this.result.push(result.value); | ||
| } | ||
| }); | ||
| } | ||
| nextValue(price: any) { | ||
| return this.generator.next(price).value; | ||
| } | ||
| ; | ||
| } | ||
| AverageLoss.calculate = averageloss; | ||
| export function averageloss(input: { reversedInput: any; values?: any[]; open?: any[]; high?: any[]; low?: any[]; close?: any[]; volume?: any[]; timestamp?: any[]; } | any) { | ||
| Indicator.reverseInputs(input); | ||
| var result = new AverageLoss(input).result; | ||
| if (input.reversedInput) { | ||
| result.reverse(); | ||
| } | ||
| Indicator.reverseInputs(input); | ||
| return result; | ||
| } | ||
| ; |
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